PREVIEW / futures_30min / 2015-04-26

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-04-26.parquet
  size:    19 KB
  rows:    500

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2015-04-26 18:00:00	ES	Futures	2232.59	2232.59	2230.74	2230.74	2372.0
2015-04-26 18:30:00	ES	Futures	2231.0	2232.32	2230.47	2232.06	1130.0
2015-04-26 19:00:00	ES	Futures	2232.06	2232.59	2231.8	2232.06	813.0
2015-04-26 19:30:00	ES	Futures	2232.06	2232.06	2231.27	2231.53	505.0
2015-04-26 20:00:00	ES	Futures	2231.53	2231.8	2230.47	2231.27	2175.0
2015-04-26 20:30:00	ES	Futures	2231.27	2231.8	2230.74	2231.53	1184.0
2015-04-26 21:00:00	ES	Futures	2231.53	2231.53	2230.21	2231.27	2093.0
2015-04-26 21:30:00	ES	Futures	2231.53	2231.8	2231.27	2231.53	820.0
2015-04-26 22:00:00	ES	Futures	2231.8	2231.8	2231.27	2231.8	883.0
2015-04-26 22:30:00	ES	Futures	2231.8	2232.06	2231.53	2231.53	748.0
2015-04-26 23:00:00	ES	Futures	2231.8	2231.8	2231.27	2231.27	296.0
2015-04-26 23:30:00	ES	Futures	2231.53	2232.06	2231.0	2231.53	860.0
2015-04-26 18:00:00	NQ	Futures	5331.96	5333.43	5329.61	5329.9	789.0
2015-04-26 18:30:00	NQ	Futures	5329.9	5333.43	5329.9	5332.55	145.0
2015-04-26 19:00:00	NQ	Futures	5332.84	5334.02	5332.25	5332.55	99.0
2015-04-26 19:30:00	NQ	Futures	5332.25	5332.84	5331.08	5331.67	65.0
2015-04-26 20:00:00	NQ	Futures	5331.67	5331.67	5329.02	5330.49	254.0
2015-04-26 20:30:00	NQ	Futures	5330.49	5332.55	5330.2	5331.67	215.0
2015-04-26 21:00:00	NQ	Futures	5331.96	5332.25	5329.9	5331.67	305.0
2015-04-26 21:30:00	NQ	Futures	5331.96	5332.84	5331.37	5332.84	118.0
2015-04-26 22:00:00	NQ	Futures	5332.84	5333.14	5331.96	5332.84	194.0
2015-04-26 22:30:00	NQ	Futures	5332.55	5332.84	5331.67	5332.25	157.0
2015-04-26 23:00:00	NQ	Futures	5331.96	5331.96	5330.78	5331.37	89.0
2015-04-26 23:30:00	NQ	Futures	5331.37	5332.25	5330.2	5331.37	267.0
2015-04-26 18:00:00	YM	Futures	18906.4	18910.6	18887.5	18888.6	212.0
2015-04-26 18:30:00	YM	Futures	18890.7	18903.3	18889.6	18900.1	143.0
2015-04-26 19:00:00	YM	Futures	18900.1	18903.3	18898.0	18900.1	61.0
2015-04-26 19:30:00	YM	Futures	18898.0	18899.1	18894.9	18897.0	47.0
2015-04-26 20:00:00	YM	Futures	18895.9	18897.0	18884.4	18894.9	259.0
2015-04-26 20:30:00	YM	Futures	18895.9	18899.1	18889.6	18895.9	176.0
2015-04-26 21:00:00	YM	Futures	18898.0	18898.0	18888.6	18895.9	321.0
2015-04-26 21:30:00	YM	Futures	18898.0	18901.2	18897.0	18900.1	80.0
2015-04-26 22:00:00	YM	Futures	18901.2	18902.2	18898.0	18901.2	73.0
2015-04-26 22:30:00	YM	Futures	18902.2	18902.2	18900.1	18901.2	115.0
2015-04-26 23:00:00	YM	Futures	18900.1	18902.2	18898.0	18898.0	52.0
2015-04-26 23:30:00	YM	Futures	18899.1	18901.2	18897.0	18898.0	172.0
2015-04-26 18:00:00	CL	Futures	87.36	87.6	87.06	87.22	662.0
2015-04-26 18:30:00	CL	Futures	87.21	87.33	87.12	87.21	231.0
2015-04-26 19:00:00	CL	Futures	87.22	87.27	87.07	87.19	371.0
2015-04-26 19:30:00	CL	Futures	87.19	87.3	87.16	87.3	136.0
2015-04-26 20:00:00	CL	Futures	87.3	87.3	87.09	87.18	534.0
2015-04-26 20:30:00	CL	Futures	87.19	87.27	87.1	87.13	243.0
2015-04-26 21:00:00	CL	Futures	87.13	87.22	87.06	87.13	640.0
2015-04-26 21:30:00	CL	Futures	87.13	87.15	87.02	87.07	391.0
2015-04-26 22:00:00	CL	Futures	87.07	87.13	86.99	87.04	364.0
2015-04-26 22:30:00	CL	Futures	87.04	87.1	86.99	87.02	323.0
2015-04-26 23:00:00	CL	Futures	87.02	87.02	86.74	86.81	604.0
2015-04-26 23:30:00	CL	Futures	86.8	86.87	86.69	86.72	365.0
2015-04-26 18:00:00	GC	Futures	1610.6	1610.6	1608.6	1609.0	922.0
2015-04-26 18:30:00	GC	Futures	1609.0	1609.5	1608.9	1609.1	239.0

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